Shopify Inc (SHOP.TO)

156.72 +2.63 (+1.71%) CAD  |  TSX  |  Dec 20, 16:00
156.72 0.00 (0.00%) After-Hours: 16:26
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Shopify Max Drawdown (5Y): 83.47% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Kinaxis Inc 47.61%
Coveo Solutions Inc --
Celestica Inc 79.32%
Pivotree Inc --
Nerds On Site Inc 91.43%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.242
Beta (5Y) 2.227
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 65.37%
Historical Sharpe Ratio (5Y) 0.4134
Historical Sortino (5Y) 0.7795
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.03%